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Quantitative Finance · Glossaire

Qu'est-ce que « Nowcast, alternative-data strategy » ?

Aussi appelé : nowcast · alternative-data strategy

Definition 16.1 Strategies I: Equities and Futures · Chapitre 16 — Alternative Data Strategies

A nowcast is an estimate of a quantity that will be reported later (sales, earnings, economic activity) made from data observed before the report. An alternative-data strategy trades a security on nowcasts built from data outside the usual market and accounting sources (transactions, images, web traffic, text), ahead of the report that will reveal the quantity.

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